Quantitative Trading Analyst (Fixed Income)

Location: Boston, MA, United States; hybrid with four days per week in the office and one day remote

Base salary: USD 90,000–180,000 annually, plus potential bonus, incentives, and benefits.

Company

hirify.global is a private-partnership investment manager providing research-driven investment solutions to institutional clients across global capital markets.

What you will do

• Conduct quantitative research on trading behavior, market microstructure, liquidity, and execution performance across global fixed income markets.
• Design and enhance transaction cost analysis frameworks, including pre- and post-trade models, implementation shortfall analytics, dealer scorecards, benchmarking, and best-execution reporting.
• Research electronic trading, RFQ protocols, dealer behavior, and liquidity trends across credit, emerging markets debt, securitized credit, and agency mortgages.
• Build analytical tools supporting execution strategy, dealer selection, liquidity assessment, timing, and systematic trading workflows.
• Develop scalable, production-quality research datasets combining OMS, EMS, market, pricing, and portfolio data.
• Partner with traders, portfolio managers, broker-dealers, technology teams, and senior leaders to apply research to trading decisions.

Requirements

• Bachelor’s degree in a quantitative discipline such as statistics, mathematics, economics, computer science, engineering, or finance; a master’s degree or PhD is advantageous.
• 5–7 years of relevant experience in quantitative trading research, execution analytics, transaction cost analysis, systematic trading, quantitative investment research, or advanced analytics in institutional markets.
• Hands-on experience supporting institutional fixed income trading and knowledge of electronic trading, transaction cost analysis, or fixed income market structure.
• Expert Python skills and proficient SQL skills, including quantitative modeling, data engineering, reusable code, joins, window functions, and CTEs.
• Experience with pandas, NumPy, scikit-learn, predictive models, optimization, machine learning, Git, testing, code review, and reproducible research workflows.
• Strong analytical, communication, collaboration, prioritization, and stakeholder-management skills.

Nice to have

• Experience with JIRA, Tableau, APIs, FIX protocol, cloud data platforms, distributed data processing, or market and trading data infrastructure.
• Interest or experience in natural language processing and modern AI techniques for trading research, predictive analytics, automation, or decision support.

Culture & Benefits

• Collaborative environment supporting independent thought, healthy debate, and evidence-based decision-making.
• Flexible hybrid work arrangement with one remote day per week.
• Retirement plan, health, dental, vision, pharmacy, HSA, FSA, and life and disability insurance.
• Paid holidays, sick and vacation time, employee assistance, backup childcare, adoption assistance, and commuter benefits.
• Tuition and CFA reimbursement, with potential corporate bonus and incentive compensation.